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FXF vs. CEW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXF vs. CEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Swiss Franc Trust (FXF) and WisdomTree Emerging Currency Strategy Fund (CEW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXF achieves a -0.20% return, which is significantly lower than CEW's 2.70% return. Over the past 10 years, FXF has underperformed CEW with an annualized return of 1.25%, while CEW has yielded a comparatively higher 2.54% annualized return.


FXF

1D
-0.62%
1M
-1.07%
YTD
-0.20%
6M
0.70%
1Y
3.46%
3Y*
4.38%
5Y*
2.01%
10Y*
1.25%

CEW

1D
-0.25%
1M
0.38%
YTD
2.70%
6M
3.84%
1Y
8.61%
3Y*
6.87%
5Y*
3.05%
10Y*
2.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXF vs. CEW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXF
Invesco CurrencyShares® Swiss Franc Trust
-0.20%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%
CEW
WisdomTree Emerging Currency Strategy Fund
2.70%14.48%-0.99%9.06%-1.65%-6.62%-0.04%4.78%-5.09%11.09%

Correlation

The correlation between FXF and CEW is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2009

0.39

The correlation between FXF and CEW shifts across timeframes, from 0.39 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FXF vs. CEW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FXF
FXF Risk / Return Rank: 1616
Overall Rank
FXF Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 1515
Sortino Ratio Rank
FXF Omega Ratio Rank: 1414
Omega Ratio Rank
FXF Calmar Ratio Rank: 1818
Calmar Ratio Rank
FXF Martin Ratio Rank: 1616
Martin Ratio Rank

CEW
CEW Risk / Return Rank: 4242
Overall Rank
CEW Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CEW Sortino Ratio Rank: 3939
Sortino Ratio Rank
CEW Omega Ratio Rank: 3939
Omega Ratio Rank
CEW Calmar Ratio Rank: 4545
Calmar Ratio Rank
CEW Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FXF vs. CEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Swiss Franc Trust (FXF) and WisdomTree Emerging Currency Strategy Fund (CEW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FXFCEWDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.09

1.26

-0.17

Calmar ratioReturn relative to maximum drawdown

0.72

2.24

-1.52

Martin ratioReturn relative to average drawdown

1.62

7.57

-5.96

FXF vs. CEW - Sharpe Ratio Comparison

The current FXF Sharpe Ratio is 0.47, which is lower than the CEW Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FXF and CEW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FXFCEWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

1.39

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.45

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.36

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.14

+0.04

Drawdowns

FXF vs. CEW - Drawdown Comparison

The maximum FXF drawdown since its inception was -35.58%, which is greater than CEW's maximum drawdown of -27.89%. Use the drawdown chart below to compare losses from any high point for FXF and CEW.


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Drawdown Indicators


FXFCEWDifference

Max Drawdown

Largest peak-to-trough decline

-35.58%

-27.89%

-7.69%

Max Drawdown (1Y)

Largest decline over 1 year

-4.82%

-3.85%

-0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-8.52%

-5.28%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-13.03%

-15.02%

+1.99%

Max Drawdown (10Y)

Largest decline over 10 years

-15.04%

-17.72%

+2.68%

Current Drawdown

Current decline from peak

-18.53%

-0.93%

-17.60%

Average Drawdown

Average peak-to-trough decline

-20.84%

-13.01%

-7.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

1.14%

+1.01%

Volatility

FXF vs. CEW - Volatility Comparison

Invesco CurrencyShares® Swiss Franc Trust (FXF) and WisdomTree Emerging Currency Strategy Fund (CEW) have volatilities of 1.69% and 1.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXFCEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.65%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

5.56%

5.04%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

7.51%

6.23%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.32%

6.85%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.57%

7.03%

+0.54%

FXF vs. CEW - Expense Ratio Comparison

FXF has a 0.40% expense ratio, which is lower than CEW's 0.55% expense ratio.


Dividends

FXF vs. CEW - Dividend Comparison

FXF has not paid dividends to shareholders, while CEW's dividend yield for the trailing twelve months is around 2.41%.


PositionTTM20252024202320222021202020192018
CEW
WisdomTree Emerging Currency Strategy Fund
2.41%2.47%5.42%2.00%0.80%0.00%0.64%1.90%1.87%
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FXF and CEW have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXF has higher volatility (1.69%) compared to CEW (1.65%). In terms of maximum drawdown, FXF dropped -35.58% vs CEW's -27.89%.

On 10-year performance, CEW leads with 2.54% vs 1.25% for FXF. On fees, FXF is cheaper at 0.40% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CEW has performed better with a 2.54% return vs 1.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXF is cheaper with a 0.40% expense ratio, compared with 0.55% for CEW.

CEW has the higher dividend yield at 2.41%, compared with 0.00% for FXF.

They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.40% for FXF and 0.55% for CEW.

CEW currently has the higher Sharpe Ratio (1.39 vs 0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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